+142.5%
ETSY vs AMCR
+34.7%
+107.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -4.9% | -6.3% | +1.4% | -2.5% |
| 30D | -8.6% | -7.8% | -0.8% | -5.8% |
| 3M | +4.8% | +7.5% | -2.8% | +1.8% |
| 6M | +38.1% | +2.7% | +35.4% | +35.6% |
| YTD | +31.2% | +6.0% | +25.2% | +26.1% |
| 1Y | +22.1% | +7.8% | +14.3% | +16.6% |
| 3Y | +12.2% | +5.8% | +6.5% | +7.2% |
| 5Y | -66.5% | -11.6% | -54.9% | -65.4% |
| 10Y | +433.4% | +14.6% | +418.8% | +389.8% |
| All | +142.5% | +34.7% | +107.9% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling